+50.5%
COP vs KRMN
-43.1%
+93.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.3% |
| 7D | +2.3% | -11.8% | +14.1% | +2.0% |
| 30D | +8.6% | -43.0% | +51.6% | +7.4% |
| 3M | +19.9% | -28.8% | +48.7% | +19.2% |
| 6M | +19.0% | -66.3% | +85.4% | +19.8% |
| YTD | +50.0% | -51.8% | +101.7% | +46.7% |
| 1Y | +50.5% | -44.7% | +95.2% | +47.8% |
| All | +50.5% | -43.1% | +93.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling